Officers were called to an Indianapolis clothing shop after reports of an alleged shoplifter pointing a gun and fleeing. Police found Day lying nearby with a handgun next to him and he surrendered, police said.

Medical staff determined he could be transported to the city's Arrestee Processing Center, but while in the back of a jail wagon, he complained of breathing problems again, The Associated Press reported.

"He could have went to jail, they could have did whatever they wanted to do, long as they could have took him alive," she said.

Charles Miramonti, chief of Indianapolis EMS, said in a statement: "The Indianapolis EMS family would like to extend our sincere condolences. We have already launched a full internal investigation, and, at this time, are confident the highest level of response and care was provided."